Springer Optimization and Its Applications

Multicriteria Portfolio Management

Authors: Xidonas, P., Mavrotas, G., Krintas, T., Psarras, J., Zopounidis, C.

  • Presents a strong case for a multicriteria approach to portfolio construction and selection
  • Develops an integrated and innovative methodological approach within the framework of multiple criteria decision making
  • Includes suggestions for an innovative methodological approach to traditional portfolio creation ​
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eBook $109.00
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  • ISBN 978-1-4614-3670-6
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Hardcover $139.00
price for USA
  • ISBN 978-1-4614-3669-0
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  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
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  • ISBN 978-1-4899-9300-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
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About this book

The primary  purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach  takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes. A fundamental principle of modern portfolio theory is that comparisons between portfolios are generally made using two criteria; the expected return and portfolio variance. According to most of the portfolio models derived from the stochastic dominance approach, the group of portfolios open to comparisons is divided into two parts: the efficient portfolios, and the dominated. This work integrates the two approaches providing a unified model for decision making in portfolio management with multiple criteria.​

Reviews

From the reviews:

“Multicriteria Portfolio Management is easy to read and a handy reference. It should be useful both to readers who are just curious and to those who plan to enter the field of portfolio management. … this book does a better job of covering the expanse of multicriteria portfolio management than any book published to date.” (Ralph E. Steuer, Interfaces, Vol. 44 (2), March-April, 2014)


Table of contents (6 chapters)

  • Multicriteria Portfolio Management

    Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

    Pages 5-21

  • Stock Selection

    Panos Xidonas, George Mavrotas, Theodore Krintas, et al.

    Pages 23-55

  • Portfolio Optimization

    Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

    Pages 57-83

  • Portfolio Performance Evaluation

    Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

    Pages 85-104

  • Applied Portfolio Management

    Panos Xidonas, George Mavrotas, Theodore Krintas, et al.

    Pages 105-116

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4614-3670-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-1-4614-3669-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-1-4899-9300-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Multicriteria Portfolio Management
Authors
Series Title
Springer Optimization and Its Applications
Series Volume
69
Copyright
2012
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-3670-6
DOI
10.1007/978-1-4614-3670-6
Hardcover ISBN
978-1-4614-3669-0
Softcover ISBN
978-1-4899-9300-7
Series ISSN
1931-6828
Edition Number
1
Number of Pages
X, 130
Topics